ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 20-Jul-2016

Day Change Summary
	Previous	Current
	19-Jul-2016	20-Jul-2016	Change	Change %	Previous Week
Open	1,205.0	1,199.1	-5.9	-0.5%	1,171.5
High	1,205.2	1,210.0	4.8	0.4%	1,212.4
Low	1,194.7	1,194.9	0.2	0.0%	1,171.0
Close	1,199.0	1,207.2	8.2	0.7%	1,202.0
Range	10.5	15.1	4.6	43.8%	41.4
ATR	19.7	19.3	-0.3	-1.7%	0.0
Volume	60,814	58,482	-2,332	-3.8%	412,852

Daily Pivots for day following 20-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,249.3	1,243.3	1,215.5
R3	1,234.3	1,228.3	1,211.3
R2	1,219.3	1,219.3	1,210.0
R1	1,213.3	1,213.3	1,208.5	1,216.3
PP	1,204.0	1,204.0	1,204.0	1,205.5
S1	1,198.0	1,198.0	1,205.8	1,201.0
S2	1,189.0	1,189.0	1,204.5
S3	1,173.8	1,183.0	1,203.0
S4	1,158.8	1,167.8	1,199.0

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,319.3	1,302.0	1,224.8
R3	1,278.0	1,260.8	1,213.5
R2	1,236.5	1,236.5	1,209.5
R1	1,219.3	1,219.3	1,205.8	1,228.0
PP	1,195.3	1,195.3	1,195.3	1,199.5
S1	1,177.8	1,177.8	1,198.3	1,186.5
S2	1,153.8	1,153.8	1,194.5
S3	1,112.3	1,136.5	1,190.5
S4	1,071.0	1,095.0	1,179.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,212.4	1,194.7	17.7	1.5%	12.5	1.0%	71%	False	False	59,041
10	1,212.4	1,138.6	73.8	6.1%	16.8	1.4%	93%	False	False	75,719
20	1,212.4	1,076.7	135.7	11.2%	24.0	2.0%	96%	False	False	92,075
40	1,212.4	1,076.7	135.7	11.2%	18.8	1.6%	96%	False	False	74,339
60	1,212.4	1,076.7	135.7	11.2%	15.0	1.2%	96%	False	False	49,561
80	1,212.4	1,076.7	135.7	11.2%	13.5	1.1%	96%	False	False	37,173
100	1,212.4	1,022.3	190.1	15.7%	11.5	1.0%	97%	False	False	29,739
120	1,212.4	941.4	271.0	22.4%	9.8	0.8%	98%	False	False	24,782

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,274.3
2.618	1,249.5
1.618	1,234.5
1.000	1,225.0
0.618	1,219.3
HIGH	1,210.0
0.618	1,204.3
0.500	1,202.5
0.382	1,200.8
LOW	1,195.0
0.618	1,185.5
1.000	1,179.8
1.618	1,170.5
2.618	1,155.3
4.250	1,130.8

Fisher Pivots for day following 20-Jul-2016
Pivot	1 day	3 day
R1	1,205.5	1,205.5
PP	1,204.0	1,204.0
S1	1,202.5	1,202.3

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These figures are updated between 7pm and 10pm EST after a trading day.

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